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At least 19 records

Large Deviations Anomaly Detection (LAD) for collection of multivariate time series data: Applications to COVID-19 data

Time series anomaly detection is frequently used to identify extreme behaviors within a single time series. Identifying extreme trends in relation to a collection of other time series, on the other hand, is frequently of significant interest, such as in public health policy, social justice, and pandemic propagation. Using concepts from large deviations theory , we propose an algorithm that can scale to large collections of time series data. This paper expands on the LAD algorithm presented in Guggilam et al. (2022). The proposed algorithm is an online anomaly detection method for identifying anomalies in a collection of multivariate time series that takes advantage of the algorithm’s ability to scale to high-dimensional data. We show how the proposed Large Deviations Anomaly Detection (LAD) algorithm can be used to identify regions with anomalous trends in COVID-19 cases, deaths, biweekly growth rates, vaccinations, and fatality rates. Several of the observed anomalous trends are associated with regions that have demonstrated poor response to the COVID pandemic.

97 MATHEMATICS AND COMPUTING↗

DEEP CELLULAR RECURRENT NEURAL ARCHITECTURE FOR EFFICIENT MULTIDIMENSIONAL TIME-SERIES DATA PROCESSING

Efficient processing of time series data is a fundamental yet challenging problem in pattern recognition. Though recent developments in machine learning and deep learning have enabled remarkable improvements in processing large scale datasets in many application domains, most are designed and regulated to handle inputs that are static in time. Many real-world data, such as in biomedical, surveillance and security, financial, manufacturing and engineering applications, are rarely static in time, and demand models able to recognize patterns in both space and time. Current machine learning (ML) and deep learning (DL) models adapted for time series processing tend to grow in complexity and size to accommodate the additional dimensionality of time. Specifically, the biologically inspired learning based models known as artificial neural networks that have shown extraordinary success in pattern recognition, tend to grow prohibitively large and cumbersome in the presence of large scale multi-dimensional time series biomedical data such as EEG. Consequently, this work aims to develop representative ML and DL models for robust and efficient large scale time series processing. First, we design a novel ML pipeline with efficient feature engineering to process a large scale multi-channel scalp EEG dataset for automated detection of epileptic seizures. With the use of a sophisticated yet computationally efficient time-frequency analysis technique known as harmonic wavelet packet transform and an efficient self-similarity computation based on fractal dimension, we achieve state-of-the-art performance for automated seizure detection in EEG data. Subsequently, we investigate the development of a novel efficient deep recurrent learning model for large scale time series processing. For this, we first study the functionality and training of a biologically inspired neural network architecture known as cellular simultaneous recurrent neural network (CSRN). We obtain a generalization of this network for multiple topological image processing tasks and investigate the learning efficacy of the complex cellular architecture using several state-of-the?art training methods. Finally, we develop a novel deep cellular recurrent neural network (CDRNN) architecture based on the biologically inspired distributed processing used in CSRN for processing time series data. The proposed DCRNN leverages the cellular recurrent architecture to promote extensive weight sharing and efficient, individualized, synchronous processing of multi-source time series data. Experiments on a large scale multi-channel scalp EEG, and a machine fault detection dataset show that the proposed DCRNN offers state-of-the-art recognition performance while using substantially fewer trainable recurrent units.

Vidyaratne, Lasitha S.↗

Clustering Analysis of Commercial Vehicles Using Automatically Extracted Features from Time Series Data

Standard of practice approaches to time series cluster analysis involve careful feature engineering, often utilizing expert input to tune and select features by hand. In many cases, expert input may not be readily available, or there may not yet exist a community consensus on the ideal features for a given application. This paper compares the results of several cluster analysis methods, using both hand selected features and those extracted automatically, when applied to large geospatial time series telematics data from commercial trucking fleets. The impacts of feature selection, dimensionality reduction, and choice of clustering algorithm on the quality of clustering results are explored. Results from this analysis confirm prior results that domain agnostic features are competitive with the hand engineered features with respect to clustering quality metrics. These results also provide new insight into the most successful strategies for identifying structure in large unstructured vehicle telematics data, and suggest that time series clustering using automatic feature extraction can be an effective approach to extract structure from large scale geospatial time series data in cases when hand selected features are not available.

33 ADVANCED PROPULSION SYSTEMS↗

Algorithm for Compressing Time-Series Data

An algorithm based on Chebyshev polynomials effects lossy compression of time-series data or other one-dimensional data streams (e.g., spectral data) that are arranged in blocks for sequential transmission. The algorithm was developed for use in transmitting data from spacecraft scientific instruments to Earth stations. In spite of its lossy nature, the algorithm preserves the information needed for scientific analysis. The algorithm is computationally simple, yet compresses data streams by factors much greater than two. The algorithm is not restricted to spacecraft or scientific uses: it is applicable to time-series data in general. The algorithm can also be applied to general multidimensional data that have been converted to time-series data, a typical example being image data acquired by raster scanning. However, unlike most prior image-data-compression algorithms, this algorithm neither depends on nor exploits the two-dimensional spatial correlations that are generally present in images. In order to understand the essence of this compression algorithm, it is necessary to understand that the net effect of this algorithm and the associated decompression algorithm is to approximate the original stream of data as a sequence of finite series of Chebyshev polynomials. For the purpose of this algorithm, a block of data or interval of time for which a Chebyshev polynomial series is fitted to the original data is denoted a fitting interval. Chebyshev approximation has two properties that make it particularly effective for compressing serial data streams with minimal loss of scientific information: The errors associated with a Chebyshev approximation are nearly uniformly distributed over the fitting interval (this is known in the art as the "equal error property"); and the maximum deviations of the fitted Chebyshev polynomial from the original data have the smallest possible values (this is known in the art as the "min-max property").

Hawkins, S. Edward, III↗

Deep Cellular Recurrent Network for Efficient Analysis of Time-Series Data With Spatial Information

Efficient processing of large-scale time series data is an intricate problem in machine learning. Conventional sensor signal processing pipelines with hand engineered feature extraction often involve huge computational cost with high dimensional data. Deep recurrent neural networks have shown promise in automated feature learning for improved time-series processing. However, generic deep recurrent models grow in scale and depth with increased complexity of the data. This is particularly challenging in presence of high dimensional data with temporal and spatial characteristics. Consequently, this work proposes a novel deep cellular recurrent neural network (DCRNN) architecture to efficiently process complex multi-dimensional time series data with spatial information. Here, the cellular recurrent architecture in the proposed model allows for location-aware synchronous processing of time series data from spatially distributed sensor signal sources. Extensive trainable parameter sharing due to cellularity in the proposed architecture ensures efficiency in the use of recurrent processing units with high-dimensional inputs. This study also investigates the versatility of the proposed DCRNN model for classification of multi-class time series data from different application domains. Consequently, the proposed DCRNN architecture is evaluated using two time-series datasets: a multichannel scalp EEG dataset for seizure detection, and a machine fault detection dataset obtained in-house. The results suggest that the proposed architecture achieves state-of-the-art performance while utilizing substantially less trainable parameters when compared to comparable methods in the literature.

60 APPLIED LIFE SCIENCES↗

Potential of VIIRS Time Series Data for Aiding the USDA Forest Service Early Warning System for Forest Health Threats: A Gypsy Moth Defoliation Case Study

This report details one of three experiments performed during FY 2007 for the NASA RPC (Rapid Prototyping Capability) at Stennis Space Center. This RPC experiment assesses the potential of VIIRS (Visible/Infrared Imager/Radiometer Suite) and MODIS (Moderate Resolution Imaging Spectroradiometer) data for detecting and monitoring forest defoliation from the non-native Eurasian gypsy moth (Lymantria dispar). The intent of the RPC experiment was to assess the degree to which VIIRS data can provide forest disturbance monitoring information as an input to a forest threat EWS (Early Warning System) as compared to the level of information that can be obtained from MODIS data. The USDA Forest Service (USFS) plans to use MODIS products for generating broad-scaled, regional monitoring products as input to an EWS for forest health threat assessment. NASA SSC is helping the USFS to evaluate and integrate currently available satellite remote sensing technologies and data products for the EWS, including the use of MODIS products for regional monitoring of forest disturbance. Gypsy moth defoliation of the mid-Appalachian highland region was selected as a case study. Gypsy moth is one of eight major forest insect threats listed in the Healthy Forest Restoration Act (HFRA) of 2003; the gypsy moth threatens eastern U.S. hardwood forests, which are also a concern highlighted in the HFRA of 2003. This region was selected for the project because extensive gypsy moth defoliation occurred there over multiple years during the MODIS operational period. This RPC experiment is relevant to several nationally important mapping applications, including agricultural efficiency, coastal management, ecological forecasting, disaster management, and carbon management. In this experiment, MODIS data and VIIRS data simulated from MODIS were assessed for their ability to contribute broad, regional geospatial information on gypsy moth defoliation. Landsat and ASTER (Advanced Spaceborne Thermal Emission and Reflection Radiometer) data were used to assess the quality of gypsy moth defoliation mapping products derived from MODIS data and from simulated VIIRS data. The project focused on use of data from MODIS Terra as opposed to MODIS Aqua mainly because only MODIS Terra data was collected during 2000 and 2001-years with comparatively high amounts of gypsy moth defoliation within the study area. The project assessed the quality of VIIRS data simulation products. Hyperion data was employed to assess the quality of MODIS-based VIIRS simulation datasets using image correlation analysis techniques. The ART (Application Research Toolbox) software was used for data simulation. Correlation analysis between MODIS-simulated VIIRS data and Hyperion-simulated VIIRS data for red, NIR (near-infrared), and NDVI (Normalized Difference Vegetation Index) image data products collectively indicate that useful, effective VIIRS simulations can be produced using Hyperion and MODIS data sources. The r(exp 2) for red, NIR, and NDVI products were 0.56, 0.63, and 0.62, respectively, indicating a moderately high correlation between the 2 data sources. Temporal decorrelation from different data acquisition times and image misregistration may have lowered correlation results. The RPC experiment also generated MODIS-based time series data products using the TSPT (Time Series Product Tool) software. Time series of simulated VIIRS NDVI products were produced at approximately 400-meter resolution GSD (Ground Sampling Distance) at nadir for comparison to MODIS NDVI products at either 250- or 500-meter GSD. The project also computed MODIS (MOD02) NDMI (Normalized Difference Moisture Index) products at 500-meter GSD for comparison to NDVI-based products. For each year during 2000-2006, MODIS and VIIRS (simulated from MOD02) time series were computed during the peak gypsy moth defoliation time frame in the study area (approximately June 10 through July 27). Gypsy moth defoliation mapping products from simated VIIRS and MOD02 time series were produced using multiple methods, including image classification and change detection via image differencing. The latter enabled an automated defoliation detection product computed using percent change in maximum NDVI for a peak defoliation period during 2001 compared to maximum NDVI across the entire 2000-2006 time frame. Final gypsy moth defoliation mapping products were assessed for accuracy using randomly sampled locations found on available geospatial reference data (Landsat and ASTER data in conjunction with defoliation map data from the USFS). Extensive gypsy moth defoliation patches were evident on screen displays of multitemporal color composites derived from MODIS data and from simulated VIIRS vegetation index data. Such defoliation was particularly evident for 2001, although widespread denuded forests were also seen for 2000 and 2003. These visualizations were validated using aforementioned reference data. Defoliation patches were visible on displays of MODIS-based NDVI and NDMI data. The viewing of apparent defoliation patches on all of these products necessitated adoption of a specialized temporal data processing method (e.g., maximum NDVI during the peak defoliation time frame). The frequency of cloud cover necessitated this approach. Multitemporal simulated VIIRS and MODIS Terra data both produced effective general classifications of defoliated forest versus other land cover. For 2001, the MOD02-simulated VIIRS 400-meter NDVI classification produced a similar yet slightly lower overall accuracy (87.28 percent with 0.72 Kappa) than the MOD02 250-meter NDVI classification (88.44 percent with 0.75 Kappa). The MOD13 250-meter NDVI classification had a lower overall accuracy (79.13 percent) and a much lower Kappa (0.46). The report discusses accuracy assessment results in much more detail, comparing overall classification and individual class accuracy statistics for simulated VIIRS 400-meter NDVI, MOD02 250-meter NDVI, MOD02-500 meter NDVI, MOD13 250-meter NDVI, and MOD02 500-meter NDMI classifications. Automated defoliation detection products from simulated VIIRS and MOD02 data for 2001 also yielded similar, relatively high overall classification accuracy (85.55 percent for the VIIRS 400-meter NDVI versus 87.28 percent for the MOD02 250-meter NDVI). In contrast, the USFS aerial sketch map of gypsy moth defoliation showed a lower overall classification accuracy at 73.64 percent. The overall classification Kappa values were also similar for the VIIRS (approximately 0.67 Kappa) versus the MOD02 (approximately 0.72 Kappa) automated defoliation detection product, which were much higher than the values exhibited by the USFS sketch map product (overall Kappa of approximately 0.47). The report provides additional details on the accuracy of automated gypsy moth defoliation detection products compared with USFS sketch maps. The results suggest that VIIRS data can be effectively simulated from MODIS data and that VIIRS data will produce gypsy moth defoliation mapping products that are similar to MODIS-based products. The results of the RPC experiment indicate that VIIRS and MODIS data products have good potential for integration into the forest threat EWS. The accuracy assessment was performed only for 2001 because of time constraints and a relative scarcity of cloud-free Landsat and ASTER data for the peak defoliation period of the other years in the 2000-2006 time series. Additional work should be performed to assess the accuracy of gypsy moth defoliation detection products for additional years.The study area (mid-Appalachian highlands) and application (gypsy moth forest defoliation) are not necessarily representative of all forested regions and of all forest threat disturbance agents. Additional work should be performed on other inland and coastal regions as well as for other major forest threats.

Spruce, Joseph P.↗

PVAnalytics: A Python Package for Automated Processing of Solar Time Series Data

Multiple publicly available software packages exist that analyze solar time series data, including RdTools and Solar Data Tools, among others. Several of these packages contain their own unique quality assurance (QA) and feature recognition algorithms. The python PVAnalytics package was developed to offer an internally consistent source for these analysis tools, making it easier for the end user to deploy these routines on his or her solar data. The PVAnalytics package currently contains routines for outlier detection, inverter clipping detection, irradiance and temperature checks, orientation checks, and data shift detection, among other functions. These functions have been aggregated from various sources including Solar Forecast Arbiter, RdTools, and the QA process developed by NREL's PV Fleets Initiative. We are continuously adding new functionality to the package, including documentation, examples and algorithms. By bundling QA functionality into a single software package, we hope to make PVAnalytics a comprehensive software library to support analysis of solar metadata and time series data.

data cleaning↗

Incorporating Satellite Time-Series Data into Modeling

In situ time series observations have provided a multi-decadal view of long-term changes in ocean biology. These observations are sufficiently reliable to enable discernment of even relatively small changes, and provide continuous information on a host of variables. Their key drawback is their limited domain. Satellite observations from ocean color sensors do not suffer the drawback of domain, and simultaneously view the global oceans. This attribute lends credence to their use in global and regional model validation and data assimilation. We focus on these applications using the NASA Ocean Biogeochemical Model. The enhancement of the satellite data using data assimilation is featured and the limitation of tongterm satellite data sets is also discussed.

Gregg, Watson↗

Computer Program Recognizes Patterns in Time-Series Data

A computer program recognizes selected patterns in time-series data like digitized samples of seismic or electrophysiological signals. The program implements an artificial neural network (ANN) and a set of N clocks for the purpose of determining whether N or more instances of a certain waveform, W, occur within a given time interval, T. The ANN must be trained to recognize W in the incoming stream of data. The first time the ANN recognizes W, it sets clock 1 to count down from T to zero; the second time it recognizes W, it sets clock 2 to count down from T to zero, and so forth through the Nth instance. On the N + 1st instance, the cycle is repeated, starting with clock 1. If any clock has not reached zero when it is reset, then N instances of W have been detected within time T, and the program so indicates. The program can readily be encoded in a field-programmable gate array or an application-specific integrated circuit that could be used, for example, to detect electroencephalographic or electrocardiographic waveforms indicative of epileptic seizures or heart attacks, respectively.

Hand, Charles↗

CoMTE: Counterfactual Explanations for Supervised Machine Learning Frameworks on Multivariate Time Series Data

CoMTE is a novel explainability technique that provides counterfactual explanations for supervised machine learning frameworks on multivariate time series data. CoMTE outperforms state-of-the-art explainability methods on several different machine learning frameworks and data sets in comprehensibility and robustness. CoMTE can be used to debug machine learning frameworks and gain a better understanding of the underlying multivariate time series data. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525. SAND2021-1686 O

Leung, VitusJ.↗

Elastic Changepoint Detection for Globally-indexed Functional Time Series Data with Climate Applications

Changepoint detection is a vital tool in the application of climate data analysis. Numerous types of climate observation data are most properly represented by functional time series, implying a need for accurate changepoint detection methods applicable to functional time series data. Such data taken at a global scale often contain both spatial heterogeneity and dependence as well as phase (time) misalignment. In this report, we present methods which can detect spatially-dependent changepoints while allowing different estimates of change time and change strength depending on location. Additionally, we provide extensions to this spatially-predicted model which controls for phase variability among observations. Our methods provide the ability to detect a single change, or control for epidemic changes (where a “return-to-normal” change is more likely to be detected than the initial change). We showcase results analyzing the June 1991 eruption of Mt. Pinatubo, where our methods demonstrate the ability to accurately detect both single and epidemic changepoints even in the presence of strong seasonal variability. We find that our spatially-predicted model improves the detection of relevant changepoints versus methods which do not take spatial information into account, and we find that controlling for phase variability helps to control the false discovery rate during the detection process.

54 ENVIRONMENTAL SCIENCES↗

Challenging problems of quality assurance and quality control (QA/QC) of meteorological time series data

Abstract Representativeness and quality of collected meteorological data impact accuracy and precision of climate, hydrological, and biogeochemical analyses and predictions. We developed a comprehensive Quality Assurance (QA) and Quality Control (QC) statistical framework, consisting of three major phases: Phase I—Preliminary data exploration, i.e., processing of raw datasets, with the challenging problems of time formatting and combining datasets of different lengths and different time intervals; Phase II—QA of the datasets, including detecting and flagging of duplicates, outliers, and extreme data; and Phase III—the development of time series of a desired frequency, imputation of missing values, visualization and a final statistical summary. The paper includes two use cases based on the time series data collected at the Billy Barr meteorological station (East River Watershed, Colorado), and the Barro Colorado Island (BCI, Panama) meteorological station. The developed statistical framework is suitable for both real-time and post-data-collection QA/QC analysis of meteorological datasets.

54 ENVIRONMENTAL SCIENCES↗

Code Artifact for: Clustering Analysis of Commercial Vehicles Using Automatically Extracted Features from Time Series Data [SWR-21-96]

This repository contains data ingestion, feature extraction, and analysis code used in NREL Technical report "Clustering Analysis of Commercial Vehicles Using Automatically Extracted Features from Time Series Data." The code is written in Python. The ETL and feature extraction code must be run in a Spark context. The analysis code can be run without Spark, provided you have pre-computed features in a CSV file. Analysis code related to the NREL Technical Report NREL/TP-2C00-74212. Includes PySpark functions to perform trip segmentation and feature extraction over big time series data in Apache Spark. Includes "domain specific" features such as Aerodynamic Speed (ft/s), Characteristic Acceleration (ft/s2), Percent Below 55 (%), Percent Zero (%), Stops Per Mile, Average Speed (mph), Maximum Speed (mph), and Speed Standard Deviation (mph). Includes Pyspark UDF to compute "domain agnostic" features using the TSFresh library. This software record also includes the analysis notebooks and code to generate the results in the previously mentioned technical report.

Perr-Sauer, Jordan↗

Database of pharmacokinetic time-series data and parameters for 144 environmental chemicals

Time courses of compound concentrations in plasma are used in chemical safety analysis to evaluate the relationship between external administered doses and internal tissue exposures. This type of experimental data is rarely available for the thousands of non-pharmaceutical chemicals to which people may potentially be unknowingly exposed but is necessary to properly assess the risk of such exposures. In vitro assays and in silico models are often used to craft an understanding of a chemical’s pharmacokinetics; however, the certainty of the quantitative application of these estimates for chemical safety evaluations cannot be determined without in vivo data for external validation. To address this need, we present a public database of chemical time-series concentration data from 567 studies in humans or test animals for 144 environmentally-relevant chemicals and their metabolites (187 analytes total). All major administration routes are incorporated, with concentrations measured in blood/plasma, tissues, and excreta. We also include calculated pharmacokinetic parameters for some studies, and a bibliography of additional source documents to support future extraction of time-series. In addition to pharmacokinetic model calibration and validation, these data may be used for analyses of diferential chemical distribution across chemicals, species, doses, or routes, and for meta-analyses on pharmacokinetic studies.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Delegated Regressor, A Robust Approach for Automated Anomaly Detection in the Soil Radon Time Series Data

We propose a new method based on the idea of delegating regressors for predicting the soil radon gas concentration (SRGC) and anomalies in radon or any other time series data. The proposed method is compared to different traditional boosting e.g., Extreme Gradient Boosting (EGB) and simple regression methods e.g., support vector regressors with linear kernel and radial kernel in terms of accurate predictions. R language has been used for the statistical analysis of radon time series (RTS) data. The results obtained show that the proposed methodology predicts SRGC more accurately when compared to different traditional boosting and regression methods. The best correlation is found between the actual and predicted radon concentration for window size of 2 i.e., two days before and after the start of seismic activities. RTS data was collected from 05 February 2017 to 16 February 2018, including 7 seismic events recorded during the study period. Findings of study show that the proposed methodology predicts the SRGC with more precision, for all the window sizes, by overlapping predicted with the actual radon time series concentrations.

54 ENVIRONMENTAL SCIENCES↗